+1,896.5%
MTZ vs SPXU
-100.0%
+1,996.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.7% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -11.1% | +0.8% | -11.9% | -10.6% |
| 3M | -36.7% | -4.7% | -32.0% | -37.0% |
| 6M | -21.9% | -29.6% | +7.7% | -31.3% |
| YTD | +9.1% | -29.9% | +39.0% | -3.5% |
| 1Y | +30.0% | -39.1% | +69.0% | +9.7% |
| 3Y | +138.5% | -80.0% | +218.5% | +44.8% |
| 5Y | +158.3% | -86.0% | +244.4% | +61.9% |
| 10Y | +700.8% | -99.5% | +800.3% | +70.8% |
| All | +1,896.5% | -100.0% | +1,996.5% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling